Notebook Gallery

A collection of working notebooks, which using DEV branch of Hastructure and latest version of absbox from PyPI

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• Run Single Assets
  • Mortgage
    • No Stress
    • (“Mortgage”, Default,Prepayment,Recovery,Extra)
      • Default Assumption
      • Prepayment Assumption
      • Recovery/Loss Assumption
  • Receivable/Invoice
    • Default
    • Recovery
    • Fee
  • Installment
    • Installment : Default
    • Installment: Prepayment
    • Installment: Fee-Free / Interest Free for first N period
    • Default Stress
  • Loan
    • Default
    • Prepayment
    • Loan With Schedule Repayment
      • Schedule Repayment with stress
  • Lease
    • Simple Lease
    • Step Up Lease
      • Increase/decrease by constant rate
  • Fixed Asset
  • Pricing a single asset
    • Pricing by balance
    • Pricing by rate
    • Pricing by curve
• Run Assets in Pool
  • Run Asset Pool 1
    • Pool
    • Cutoff day
    • Mixed Asset Pool
  • Run Asset Pool 2
    • Pool
    • Assumption on Pool Level
    • Assumption on Asset Level
    • Cumulative Stats
  • Run Multiple Scenario on Pool
    • Pool
    • Set Multi Assumption
    • Run Multiple Pools with Multiple Assumptions
  • Project cashflow with a pool of assets with Absbox
    • Quick Start:
      • Step 1: Connect to Engine
      • Step 2: Prepare asset data
      • Step 3: Construct Pool
      • Step 4: Run with assumption
        • 4.1 Performance assumption
        • 4.2 Interest rate assumption
        • 4.3 Cashflow Result
    • Let’s rock with unicorn
      • Run with mulitiple scenarios
        • Make code more concise
      • Finer assumption on pool
        • Set Assumption by Index
        • Set Assumption by Tag
          • Model asset with Tag
        • Tag Operation
        • Set Assumption By Field Value
      • Conclusion
  • Assumption By Term
    • Combination with Tag
• Run Deals
  • Three ways to run deal
    • Single Run
    • Scenario Sensitivity Run
    • Structure Senstivity Run
  • IRR Example
    • Init
    • Holding bond to maturity
    • Sale the bond during the holding
    • Buy a bond in future
  • A Lease Deal Example with root finder
    • Lease Asset
    • Deal Structure
    • Pool Performance
    • MultiScenario
    • Structuring deal with target IRR
• Set Assumptions
  • Apply Assumption with Obligor info
    • Assets with obligor info
    • “ByObligor”
    • assumption with obligor id
    • assumption with obligor tag
    • Asset missed by rule
  • Apply Assumption with Obligor By Field
    • Assets with obligor info
    • assumption with obligor fields
  • Sensitivity on Deal Run Assumption
  • Combonation of sensitivity run
• View Result
  • View Multiple cashflow
    • View multiple bonds casfhlow
    • View multiple fee cashflow
    • View multiple account cashflow
  • Read Multiple Result Map
    • What is MultiResult ?
    • readFlowsByScenarios()
    • readMultiFlowsByScenarios
    • readFieldsByScenarios
  • How deal is ended ?
    • Natural Way
    • it’s called
    • Mannual stopped
    • Hit stated maturity
  • Bond Pricing
    • Setup Pricing Assumtpion
    • Access bond pricing
• Model Examples
  • Deal with multiple Asset Types
    • import a mix-asset-type deal
    • Set assumption by Pool Name
    • Get result via pool name
  • Run A resecuritization Deal
    • What is a ReSec Deal ?
      • Underlying Deal
      • Top Deal
    • Inspect Underlying Deal Cashflow
      • Note
    • Set with pool stress
  • Interest Over Interest on Bond
    • Interest Due
      • Backout Date: 2021-07-20
      • Backout Date: 2021-12-20
    • Interest Over Interest
      • Backout 2021-08-20
  • Model Account Sample
    • Waterfall to run with
    • with fixed target amount
    • Insufficent cash from distribution acccount
    • Reserve account is helping out
    • A1 is being paid interest
    • fee is paid
    • Reserve Account is being fill up
    • When A1 is being paid off
    • Reserve account is releasing
    • With a formula
    • distributioin account is collecting excess cash from reserve account
    • With reinvestment setup
    • fix rate
    • float rate
  • How to price Balloon Mortgage
    • Typical Cashflow Profile for Balloon Mortgage
    • When “CDR” is failing
    • Solution from Absbox/Hastructure
  • Revolving Feature Example
    • Single revolving pool, Single Deal Pool
    • Single revolving pool, Multiple Deal Pool
    • Multiple revolving pool, Multiple Deal Pool
  • Waterfall Example
    • On Closing Day
    • Pool Collect Days
    • Distribution Day
    • Clean Up
    • Summary Via [result][waterfall]
  • Liquidate Pools
    • Sell A Pool Only
    • Sell Both Pool Explicitly
    • Sell Pool and Buy again
  • Transfer Multiple Account Example
  • Test Calls
    • Legacy, but works
  • New callWhen
    • Call On Dates
    • Call by Condition
    • Combine of both
  • EDML BLUE Ducth RMBS sample
  • MultiIntBond
  • Bond Schedule By Index Example
  • Example of fee flow by index
• SRT Examples
  • SRT Example
    • Deal Structure
    • View Bond Cashflow
    • Pool Loss metrics
    • Return of SRT transaction
      • Sensitiviy Analysis : Pool Perf vs. IRR
    • What’s the protection exposure ?
      • Sensitiviy Analysis : Pool Perf vs. Exposed Loss
    • Others ?
    • SRT with 3 tranches
    • How thickness of FirstLossTranche would affect the IRR ?
    • SRT with trigger on Prorata to Sequential
    • SRT with Sequential
• Trigger Examples
  • Trigger example
    • Trigger 01 (by default rate)
    • Trigger 02 ( by default balance)
  • Trigger with rolling rate
    • Result
  • Triggers with waterfall actions
    • Mannual fire trigger in assumption
  • Trigger by a period-based rate curve
• Debug Examples
  • Debug Example
    • Cashflow Debug Steps
      • Inspect Values at End Of Day
      • Inspect Values during the Waterfall
  • Inspect Example
• Refinance Examples
  • Master Trust Example
    • Issuance by ganrantee
    • Issue new bonds by predicate
    • Issue new bonds by overriding Balance
    • Issue new bonds by overriding Rate
  • Refinance by rate example
• CLO IC Test (WIP)
• IRR Example
  • Init
  • Holding bond to maturity
  • Sale the bond during the holding
  • Buy a bond in future